Cold-atom inertial sensors target several applications in navigation, geoscience and tests of fundamental physics. Reaching high sampling rates and high inertial sensitivities, obtained with long interrogation times, represents a challenge for these applications. We report on the interleaved operation of a cold-atom gyroscope, where 3 atomic clouds are interrogated simultaneously in an atom interferometer featuring a 3.75 Hz sampling rate and an interrogation time of 801 ms. Interleaving improves the inertial sensitivity by efficiently averaging vibration noise, and allows us to perform dynamic rotation measurements in a so-far unexplored range. We demonstrate a stability of $3times 10^{-10}$ rad.s$^{-1}$, which competes with the best stability levels obtained with fiber-optics gyroscopes. Our work validates interleaving as a key concept for future atom-interferometry sensors probing time-varying signals, as in on-board navigation and gravity-gradiometry, searches for dark matter, or gravitational wave detection.
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